๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Another Look at the Cross-Section of Expected Stock Returns

โœ Scribed by S. P. Kothari, Jay Shanken and Richard G. Sloan


Book ID
120562395
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
713 KB
Volume
50
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Idiosyncratic risk and the cross-section
โœ Fangjian Fu ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 284 KB

Theories such as Merton [1987. A simple model of capital market equilibrium with incomplete information. Journal of Finance 42, 483โ€“510] predict a positive relation between idiosyncratic risk and expected return when investors do not diversify their portfolio. Ang, Hodrick, Xing, and Zhang [2006. Th